+236.2%
RMBS vs CDW
-2.4%
+238.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.6% |
| 7D | -8.4% | +13.1% | -21.5% | -14.8% |
| 30D | -24.9% | +19.1% | -44.0% | -32.5% |
| 3M | -15.8% | +24.7% | -40.5% | -27.4% |
| 6M | -37.5% | +63.4% | -100.9% | -56.6% |
| YTD | -12.1% | +26.3% | -38.4% | -30.7% |
| 1Y | -27.0% | +20.6% | -47.6% | -39.9% |
| 3Y | +28.8% | -16.3% | +45.1% | +42.7% |
| 5Y | +236.2% | -3.9% | +240.1% | +224.5% |
| All | +236.2% | -2.4% | +238.6% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling